Trading Metrics calculated at close of trading on 11-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
4,153.0 |
4,205.0 |
52.0 |
1.3% |
4,205.0 |
High |
4,232.0 |
4,240.0 |
8.0 |
0.2% |
4,229.0 |
Low |
4,153.0 |
4,191.0 |
38.0 |
0.9% |
4,082.0 |
Close |
4,227.0 |
4,227.0 |
0.0 |
0.0% |
4,166.0 |
Range |
79.0 |
49.0 |
-30.0 |
-38.0% |
147.0 |
ATR |
62.9 |
61.9 |
-1.0 |
-1.6% |
0.0 |
Volume |
978,508 |
785,847 |
-192,661 |
-19.7% |
4,478,369 |
|
Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,366.3 |
4,345.7 |
4,254.0 |
|
R3 |
4,317.3 |
4,296.7 |
4,240.5 |
|
R2 |
4,268.3 |
4,268.3 |
4,236.0 |
|
R1 |
4,247.7 |
4,247.7 |
4,231.5 |
4,258.0 |
PP |
4,219.3 |
4,219.3 |
4,219.3 |
4,224.5 |
S1 |
4,198.7 |
4,198.7 |
4,222.5 |
4,209.0 |
S2 |
4,170.3 |
4,170.3 |
4,218.0 |
|
S3 |
4,121.3 |
4,149.7 |
4,213.5 |
|
S4 |
4,072.3 |
4,100.7 |
4,200.1 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,600.0 |
4,530.0 |
4,246.9 |
|
R3 |
4,453.0 |
4,383.0 |
4,206.4 |
|
R2 |
4,306.0 |
4,306.0 |
4,193.0 |
|
R1 |
4,236.0 |
4,236.0 |
4,179.5 |
4,197.5 |
PP |
4,159.0 |
4,159.0 |
4,159.0 |
4,139.8 |
S1 |
4,089.0 |
4,089.0 |
4,152.5 |
4,050.5 |
S2 |
4,012.0 |
4,012.0 |
4,139.1 |
|
S3 |
3,865.0 |
3,942.0 |
4,125.6 |
|
S4 |
3,718.0 |
3,795.0 |
4,085.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,240.0 |
4,111.0 |
129.0 |
3.1% |
57.0 |
1.3% |
90% |
True |
False |
831,160 |
10 |
4,240.0 |
4,082.0 |
158.0 |
3.7% |
64.5 |
1.5% |
92% |
True |
False |
884,708 |
20 |
4,359.0 |
4,082.0 |
277.0 |
6.6% |
61.6 |
1.5% |
52% |
False |
False |
854,060 |
40 |
4,388.0 |
4,082.0 |
306.0 |
7.2% |
56.6 |
1.3% |
47% |
False |
False |
545,388 |
60 |
4,533.0 |
4,082.0 |
451.0 |
10.7% |
52.1 |
1.2% |
32% |
False |
False |
364,097 |
80 |
4,533.0 |
4,082.0 |
451.0 |
10.7% |
47.5 |
1.1% |
32% |
False |
False |
273,303 |
100 |
4,533.0 |
4,082.0 |
451.0 |
10.7% |
41.6 |
1.0% |
32% |
False |
False |
218,817 |
120 |
4,533.0 |
4,082.0 |
451.0 |
10.7% |
35.3 |
0.8% |
32% |
False |
False |
182,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,448.3 |
2.618 |
4,368.3 |
1.618 |
4,319.3 |
1.000 |
4,289.0 |
0.618 |
4,270.3 |
HIGH |
4,240.0 |
0.618 |
4,221.3 |
0.500 |
4,215.5 |
0.382 |
4,209.7 |
LOW |
4,191.0 |
0.618 |
4,160.7 |
1.000 |
4,142.0 |
1.618 |
4,111.7 |
2.618 |
4,062.7 |
4.250 |
3,982.8 |
|
|
Fisher Pivots for day following 11-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
4,223.2 |
4,211.2 |
PP |
4,219.3 |
4,195.3 |
S1 |
4,215.5 |
4,179.5 |
|